I've snapped a few
Reverse-threaded type extractors are good for above M6 but risky in badly seized bolts of small diameters. The splined extractors are less risky because you at least have a chance to punch em through (or pull out if splines break) Although that does depend on what the situation is.
Other problem with reverse threaded extractors is, the more force you apply to em, the more they expand into whatever your screwing em into – which can defeat the object. Obviously situation dependant…and depends on how badly seized whatever it is you're trying to extract.
Not saying they shouldn't be used, just to be aware that if they snap, you are royally ****. So worth exploring some other options first.